MEXICO CITY, Mexico (CNN) -- The commander of Mexico City's investigative police force was shot and killed Friday morning as he left his home, authorities said.

The death of Esteban Robles Espinosa comes a day after Mexico's federal police chief was shot dead in a northwestern Mexico City neighborhood.

Robles headed Mexico City's anti-kidnapping unit until 2003, according to the city's judicial police. He was also on the internal affairs commission, the department said.

A group of armed men approached Robles as he was leaving his house about 8:30 a.m., authorities said. He was shot eight times and died shortly after he arrived at a hospital, they said.

Robles had not received any death threats, the judicial police department said.

The federal police chief, Edgar Eusebio Millan Gomez, was fatally shot around dawn Thursday in a street in Colonia Guerrero in Mexico City, the country's public safety department said.

The murders of Robles and Millan -- who played an active role in the Mexican government's fight against drug cartels and organized crime -- are the latest in a string of killings of police and military personnel in Mexico.

Only a week ago, Roberto Velasco Bravo, the director of investigation for organized crime, was killed in the capital city. U.S. Ambassador to Mexico Antonio Garza called it a "brutal assassination."

Many believe that the slayings are retaliation for President Felipe Calderon's crackdown on the country's drug cartels. Since he took office in 2006, Calderon has deployed 24,000 troops to fight the cartels.

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"During my management, there have been many soldiers, many marines -- especially federal police -- who have lost their lives fighting to liberate the citizenry from crime," Calderon said Friday. "It is a fight for liberation from the enslavement or the control that [criminals] try to impose via crimes of diverse means."

Responding to Millan's death, the president said, "the Mexican government will re-enforce its head-on fight against crime."

Calderon condemned Millan's assassination as "cowardly." He described Millan as "an exemplary official committed to the security of Mexican families."

In January, Millan appeared forceful and optimistic when he discussed with CNN en Espaņol the government's campaign against the drug cartels.

"Our fight is head-on," he said. "The capacities of the Mexican state are aligned to break the structures of each cartel."

The violence in Mexico appears to be worst in the north, prompting the U.S. State Department to issue a travel warning for American citizens.

"Recent Mexican army and police force conflicts with heavily armed narcotics cartels have escalated to levels equivalent to military small-unit combat and have included use of machine guns and fragmentation grenades," said the warning issued last month.

"Armed robberies and carjackings, apparently unconnected to the narcotics-related violence, have increased in Tijuana and Ciudad Juarez," it said.

The State Department noted that the attacks are "aimed primarily at members of drug trafficking organizations, Mexican police forces, criminal justice officials and journalists."

"There is no evidence, however, that U.S. citizens are targeted because of their nationality," the warning stated.

Calderon touched on the issue Monday, saying, "Mexico today suffers from an onslaught of crime, and that's one of our greatest enemies. Insecurity threatens the well-being and peace of our families, the health and future of our children and the development of our people."